Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12847615.972 | 12805603.9011 | 42012.0709 | 24707833.7352 | -1353682.0321 | 26061515.7673 |
Total P&L (%) | 12847.616 | 12805.6039 | 42.0121 | 24707.8337 | -1353.682 | 26061.5158 |
Avg Daily Profit (%) | 6.2871 | 6.2665 | 0.0206 | 0.2702 | 0 | 0.2728 |
Buy And Hold Return (%) | 3796.3788 | 3796.3788 | 3796.3788 | 3796.3788 | 3796.3788 | 3796.3788 |
Max Trade Drawdown | -117087 | -106000 | -83286 | -69454768 | -58807337 | -30749126 |
Profit Factor | 25.1405 | 42.9739 | 1.185 | 1.1326 | 0.99 | 1.5081 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 51.6667 | 50 | 53.3333 | 51.6667 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 23.5186 | 42.9739 | 1.0369 | 1.0595 | 0.99 | 1.3196 |
Largest Winning Trade | 12458837 | 12458837 | 58156 | 44542628 | 44542628 | 20401925 |
Largest Losing Trade | -56470 | -56470 | -33407 | -35795787 | -35795787 | -15075216 |
Avg Bars in Trades | 62 | 96 | 27 | 62 | 96 | 27 |
Avg Bars in Winners | 77 | 124 | 33 | 77 | 124 | 33 |
Avg Bars in Losers | 45 | 68 | 20 | 45 | 68 | 20 |
Bars Traded | 3721 | 2895 | 826 | 3721 | 2895 | 826 |
Profit Streak | 314.4556 | 421.9556 | 0 | 314.4556 | 421.9556 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150993 | 827433 | -347558 | -239108 | -579486 | 381166 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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